+2,614.9%
ICE vs WEC
+1,119.7%
+1,495.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +3.2% | -0.5% | +3.8% | +3.6% |
| 30D | +14.7% | +12.0% | +2.7% | +7.6% |
| 3M | +19.8% | +11.1% | +8.7% | +12.6% |
| 6M | +15.2% | +6.0% | +9.3% | +11.1% |
| YTD | +12.7% | +14.3% | -1.6% | +3.4% |
| 1Y | +20.4% | +8.0% | +12.4% | +14.1% |
| 3Y | +70.8% | +62.8% | +7.9% | +24.9% |
| 5Y | +43.9% | +55.3% | -11.4% | +6.0% |
| 10Y | +264.8% | +193.2% | +71.6% | +47.0% |
| All | +2,614.9% | +1,119.7% | +1,495.2% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling